Fractal Dimension
http://fractalfinance.blogspot.com/search/label/Fractal%20Dimension
Here I would like to add the link to the blog of Jean-Philippe. On this page is discussed the fractal dimension indicator.
The article about iVAR is here. I think I will upload it as a separate file.
Comments
My question is :
From the 3 indicators, fractal dimension, correlation matrix dimension or Cycle Period, which is the best period to use ?
I Just download the EA regarding the Fractal dimension and will upload it on the forum now
I use the default it will really matters if we use it in strategy EA, then we should see how the change of the lenght parameter affects the profitability of the particular strategy.
I do not think that this problem has a definitive answer. We should treat it as optimization problem for each individual strategy